+3.9%
ELE vs SPY
+150.5%
-146.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -11.9% | +2.6% | -14.5% | -13.1% |
| 30D | -10.4% | -2.0% | -8.4% | -9.4% |
| 3M | -31.4% | -2.8% | -28.6% | -30.2% |
| 6M | -27.4% | +2.1% | -29.6% | -27.7% |
| YTD | -16.8% | +11.5% | -28.3% | -20.0% |
| 1Y | -8.9% | +13.5% | -22.3% | -12.8% |
| 3Y | +71.2% | +77.7% | -6.5% | +36.8% |
| 5Y | +25.5% | +72.6% | -47.1% | +2.4% |
| All | +3.9% | +150.5% | -146.6% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling